A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints

DOI10.1007/s12190-014-0766-5zbMath1318.49063OpenAlexW1978767205MaRDI QIDQ2354192

Zhujun Wang, De-Tong Zhu

Publication date: 10 July 2015

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-014-0766-5

zbMATH Keywords

minimizationline-searchfilter methodsecant algorithmaffine-scaling interior-point method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

Cites Work

• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• Test examples for nonlinear programming codes
• A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints
• A trust region method based on a new affine scaling technique for simple bounded optimization
• An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization
• Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• Trust Region Methods
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Nonlinear programming without a penalty function.

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